NO.PZ2018062016000055
问题如下：
An analyst has observed that the risk free rate is 2%. Given the table above, based on the Sharpe ratio, which of the following is a optimal stock for clients?
选项：
A.
Stock A
B.
Stock B
C.
Stock C
解释：
B is correct.
To decide which of the three stocks is the best, select the stock with the highest Sharpe ratio.
Stock A:(8.3-2)/20.1=0.31
Stock B:(15.1-2)/5.5=2.38
Stock C:(10.2-2)/18.3=0.45
小，ratio越大。如何判断本题答案啊，大于risk就行？
